On Local Time for Telegraph Processes

Nikita Ratanov () and Mikhail Turov
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Nikita Ratanov: Department of Mathematical Analysis, Chelyabinsk State University, 454001 Chelyabinsk, Russia
Mikhail Turov: Department of Mathematical Analysis, Chelyabinsk State University, 454001 Chelyabinsk, Russia

Mathematics, 2023, vol. 11, issue 4, 1-12

Abstract: The article consists of an introduction into the theory of passage times associated with telegraph processes. Local time for the telegraph process is defined and analysed. We provide some limited results for telegraphic local times.

Keywords: asymmetric telegraph processes; excursion; first passage time; last passage time; number of the level crossings (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2023
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